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无应答的案例研究：原告诉加利福尼亚州税务均衡委员会AI 解读

In any sample survey, nonresponse bias is a potential issue. Even with a moderately high nonresponse rate, however, covariates can sometimes be used to show that the nonresponse bias is likely to be small. This note presents such an argument, which was used by the winning side in a tax case.

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计量经济模型的 Bootstrap：若干经验结果AI 解读

The bootstrap, like the jackknife, is a technique for estimating standard errors. The idea is to use Monte Carlo simulation, based on a nonparametric estimate of the underlying error distribution. The bootstrap will be applied to an econometric model describing the demand for capital, labor, energy, and materials. The model is fitted by three-stage least squares. In sharp contrast with previous results, the coefficient estimates and the estimated standard errors perform very…

回归方程的自助法：若干实证结果AI 解读

The bootstrap, like the jackknife, is a technique for estimating standard errors. The idea is to use Monte Carlo simulation based on a nonparametric estimate of the underlying error distribution. The main object of this article is to present the bootstrap in the context of an econometric equation describing the demand for energy by industry. As it turns out, the conventional asymptotic formulas for estimating standard errors are too optimistic by factors of nearly three,…

Bootstrap 的若干渐近理论AI 解读

Efron's "bootstrap" method of distribution approximation is shown to be asymptotically valid in a large number of situations, including $t$-statistics, the empirical and quantile processes, and von Mises functionals. Some counter-examples are also given, to show that the approximation does not always succeed.